Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47476.11 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46078.12 Kr¶

PnL: ---------------------------------------> -810.45 Kr¶

DD now: ---------------------------------> -2.373 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:23:04.833078'

Anic Portfolio¶

This Week¶

Return: -0.923 %¶

Total¶

Return: 55.407 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.260000 2807.000000 171.000000 6.490000 2636.000010
HMS Networks 2 -1.570000 778.400000 105.400000 15.660000 673.000000
Nordea Bank Abp 29 1.370000 3531.040000 77.040000 2.230000 3453.999992
MedCap 2 1.080000 468.000000 47.000000 11.160000 421.000000
SAAB B 8 -0.580000 3423.200000 46.200000 1.370000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 2.210000 398.400000 43.400000 12.230000 355.000000
Boozt 12 1.290000 1693.200000 39.200000 2.370000 1653.999996
Resurs Holding 22 1.590000 603.240000 29.240000 5.090000 573.999998
Corem Property Group B 59 1.080000 605.340000 28.340000 4.910000 576.999999
Swedbank A 3 1.980000 587.250000 23.250000 4.120000 564.000000
AcadeMedia 12 0.210000 579.840000 22.840000 4.100000 557.000004
Intrum 4 0.150000 545.600000 18.600000 3.530000 527.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 1.560000 585.120000 15.120000 2.650000 570.000000
OEM International B 7 -0.640000 542.500000 14.500000 2.750000 527.999997
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.500000 255.360000 9.360000 3.800000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 0.000000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.560000 543.000000 -3.000000 -0.550000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 4.530000 577.000000 -17.570000 -2.960000 594.565215
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -0.470000 546.600000 -27.400000 -4.770000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 2.520000 3703.000000 -108.000000 -2.830000 3810.999990
Beijer Electronics Group 26 -1.480000 2761.200000 -209.800000 -7.060000 2971.000006
OX2 18 1.210000 1435.500000 -228.500000 -13.730000 1663.999992
Axfood 13 0.370000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 -2.430000 2709.200000 -652.800000 -19.420000 3361.999992
TOTAL 46072.830000 -815.740000 -2.38345% 46888.564618

Updated:¶

'2023-01-27 13:22:07.797726'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶